+325.9%
JCI vs MDB
+986.0%
-660.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +4.1% | -4.5% | +8.6% | +4.5% |
| 30D | -3.8% | -14.0% | +10.2% | -2.8% |
| 3M | -1.6% | +5.3% | -7.0% | -2.7% |
| 6M | +9.5% | +31.9% | -22.4% | +5.1% |
| YTD | +21.7% | -14.6% | +36.3% | +21.2% |
| 1Y | +37.1% | +8.2% | +28.9% | +32.7% |
| 3Y | +165.2% | -5.0% | +170.2% | +149.6% |
| 5Y | +110.3% | -24.5% | +134.8% | +91.7% |
| All | +325.9% | +986.0% | -660.1% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling